Search Results - subject:"efficient frontier"

The performance of ESG portfolios : evidence from the Chinese market under COVID-19

Wang, Shaolin; Cheng, Ho Cheung; Wang, Jianli; Yick, Ho Yin - In: Economic modelling 143 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015193393

Applying the mean-variance framework : portfolio optimization and comparative performance analysis in the emerging Colombian capital market

González-Bueno, Jairo; Tamošiūnienė, Rima; Gómez … - In: Business, mangagement and economics engineering : BMEE 23 (2025) 1, pp. 165-188

Purpose - this paper adopts the mean-variance approach in optimizing portfolios within the Colombian capital market, a setting full of complications such as lack of liquidity and market concentration. It delivers actionable messages for emerging market stakeholders and formulates guidance aimed...

Persistent link: https://www.econbiz.de/10015444845

Stochastic frontier analysis and agricultural typologies : applied to Mexico's sugarcane industry

Ortega Diaz, Araceli; Segovia, Miguel Flores; Rivera, … - In: Regional science policy and practice : RSPP 17 (2025) 4, pp. 1-18

This study identifies Mexican sugarcane-planting micro-regions with different productive potential (PP), technical efficiency (TE) and poverty, to propose targeted impact investments. Central to our analysis are three innovative approaches: estimating a Stochastic Production Frontier (SPF) model...

Persistent link: https://www.econbiz.de/10015412133

An efficiency score unification method in data envelopment analysis using slack-based models with application in banking

Hadi, Ali; Amirteimoori, Alireza; Kordrostami, Sohrab; … - 2025

, creating a new efficient frontier in the expanded space. This model presents the unified efficiency score from DMUs by applying …

Persistent link: https://www.econbiz.de/10015420118

Applying the mean-variance framework: Portfolio optimization and comparative performance analysis in the emerging Colombian capital market

González-Bueno, Jairo; Tamošiūnienė, Rima; Gómez … - In: Business, Management and Economics Engineering (BMEE) 23 (2025) 1, pp. 165-188

Persistent link: https://www.econbiz.de/10015558180

Smart tangency portfolio : deep reinforcement learning for dynamic rebalancing and risk-return trade-off

Yu, Jiayang; Chang, Kuo-Chu - In: International Journal of Financial Studies : open … 13 (2025) 4, pp. 1-35

-Critic (A2C)). These agents learn to select both the risk-aversion level-positioning the portfolio along the efficient frontier …

Persistent link: https://www.econbiz.de/10015590750

The ESG-efficient frontier under ESG rating uncertainty

Chibane, Messaoud; Joubrel, Mathieu - In: Finance research letters 67 (2024) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10015062288

Dominant smart contracts based on major bargaining solutions

Fadafan, Elmira Mohammadhosseini; Vetschera, Rudolf - In: Group decision and negotiation 33 (2024) 2, pp. 327-350

Persistent link: https://www.econbiz.de/10015045909

The impact of corporate sustainability performance on advertising efficiency

Weinmayer, Karl; Garaus, Marion; Wagner, Udo - In: OR spectrum : quantitative approaches in management 46 (2024) 1, pp. 175-209

Persistent link: https://www.econbiz.de/10014519168

The impact of the Georgian Real Estate Investment Trust on the performance of various portfolios

Berishvili, Vakhtang; Didmanidze, Monika - In: Financial studies 28 (2024) 3, pp. 6-25

, and Efficient Frontier analysis. Portfolios in the study included various assets such as Georgian Commercial Banks USD …

Persistent link: https://www.econbiz.de/10015374726